A multiple-threshold AR(1) model (Q3702332)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiple-threshold AR(1) model |
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A multiple-threshold AR(1) model (English)
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1985
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multiple-threshold AR(1) model
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least squares estimators
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non-linear time series
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SETAR models
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strong consistency
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asymptotic normality
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Markov chain
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ergodicity
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invariant distribution
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absolute moment
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central limit theorem
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